MPM_AEM2 Application of Economic-Mathematical Models

Faculty of Economics and Administration
Spring 2011
Extent and Intensity
2/2. 8 credit(s). Type of Completion: zk (examination).
Teacher(s)
RNDr. Václav Studený, Ph.D. (lecturer)
RNDr. Václav Studený, Ph.D. (seminar tutor)
Guaranteed by
RNDr. Luboš Bauer, CSc.
Department of Applied Mathematics and Computer Science – Faculty of Economics and Administration
Contact Person: Lenka Hráčková
Timetable
Wed 14:35–16:15 P102
  • Timetable of Seminar Groups:
MPM_AEM2/01: Thu 13:45–15:20 S301, V. Studený
Prerequisites
(! PMAEMA Application of Ec.-Mat. Models ) && (! PMAPEM Application of Economic-Mathem ) && (! MPM_AEMM Application of Economic-Mathem )
Basics of mathematical analysis and algebra.
Course Enrolment Limitations
The course is only offered to the students of the study fields the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
The aim of this course is an introduction to the study of Mathematical Models. Students will be able to understand models in economy and to formulate new ones.
Syllabus
  • Rate of growth Empirical regularities Steady state, transitional dynamics Convergence and the dispersion of per capita income Technological progress, a quantitative measure of the speed of Convergence Model of endogenous growth Consumer optimisation Equilibrium, alternative environments The open economy Discrete models Central limit theorem, statistics of real prices Extreme risk and optimal portfolios
Literature
  • Bouchaud J.-P., Potters M. Theory of financial risks.. from statistical physics to risk management (CUP, 2000)(no p.128-129)(L)(T)(116s)
  • Pirere N. V. Tu: Dynamical systems, An Introduction with Applications in Economics and Bilology ISBN: 3-540-55780-6, 0-387-557780-6
  • Barro, R., Martin, X. S.: Economic Growth 1995, ISBN 0-262-02459-4
Teaching methods
lectures, class discussion, group projects, homeworks, reading, drills
Assessment methods
written tests, final project, oral exam
Language of instruction
English
Further comments (probably available only in Czech)
The course is taught each semester.
General note: Nezapisují si studenti, kteří absolvovali předměty PMAEMA nebo PMAPEM.
Information on course enrolment limitations: kurz je určen pouze pro zahraniční studenty
The course is also listed under the following terms Spring 2012, Spring 2013, Spring 2014, Spring 2015, Spring 2016.
  • Enrolment Statistics (Spring 2011, recent)
  • Permalink: https://is.muni.cz/course/econ/spring2011/MPM_AEM2